Strong convergence rate of the positivity-preserving logarithmic truncated EM method for multi-dimensional stochastic differential equations with positive solutions

Documents similaires

• Strong convergence rate of positivity-preserving truncated Euler--Maruyama method for multi-dimensional stochastic differential equations with positive solutions
  par: Hu, Xingwei, et autres
  Publié: (2024)
• Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations
  par: Cui, Yuanping, et autres
  Publié: (2023)
• Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method
  par: Deng, Shounian, et autres
  Publié: (2026)
• Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
  par: Dai, Xinjie, et autres
  Publié: (2026)
• Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence
  par: Dai, Xinjie, et autres
  Publié: (2024)